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逻辑回归模型的验证技术。

Validation techniques for logistic regression models.

作者信息

Miller M E, Hui S L, Tierney W M

机构信息

Indiana University, Department of Medicine, Indianapolis.

出版信息

Stat Med. 1991 Aug;10(8):1213-26. doi: 10.1002/sim.4780100805.

Abstract

This paper presents a comprehensive approach to the validation of logistic prediction models. It reviews measures of overall goodness-of-fit, and indices of calibration and refinement. Using a model-based approach developed by Cox, we adapt logistic regression diagnostic techniques for use in model validation. This allows identification of problematic predictor variables in the prediction model as well as influential observations in the validation data that adversely affect the fit of the model. In appropriate situations, recommendations are made for correction of models that provide poor fit.

摘要

本文提出了一种验证逻辑预测模型的综合方法。它回顾了整体拟合优度的度量以及校准和优化指标。使用考克斯开发的基于模型的方法,我们将逻辑回归诊断技术应用于模型验证。这使得能够识别预测模型中有问题的预测变量以及验证数据中对模型拟合有不利影响的有影响力的观测值。在适当的情况下,会针对拟合不佳的模型提出修正建议。

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